+302.5%
NSC vs ECL
+205.6%
+96.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.6% |
| 7D | -5.4% | -0.5% | -4.8% | -5.0% |
| 30D | +2.9% | +8.8% | -5.9% | -2.0% |
| 3M | -2.2% | +7.8% | -10.0% | -6.5% |
| 6M | +5.3% | +21.3% | -16.0% | -6.6% |
| YTD | +14.8% | +17.8% | -3.0% | +3.4% |
| 1Y | +16.6% | +21.1% | -4.5% | +3.2% |
| 3Y | +78.6% | +80.1% | -1.5% | +21.4% |
| 5Y | +27.2% | +40.5% | -13.3% | -0.7% |
| 10Y | +302.5% | +197.7% | +104.8% | +83.9% |
| All | +302.5% | +205.6% | +96.9% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling